Non-crossing non-parametric estimates of quantile curves
نویسندگان
چکیده
منابع مشابه
Non-crossing nonparametric estimates of quantile curves
In this paper a new nonparametric estimate of conditional quantiles is proposed, that avoids the problem of crossing quantile curves [calculated for various p ∈ (0, 1)]. The method uses an initial estimate of the conditional distribution function in a first step and solves the problem of inversion and monotonization with respect to p ∈ (0, 1) simultaneously. It is demonstrated that the new esti...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2008
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2008.00651.x